Lucy is a child whose father sends her with a lantern to fetch her mother from town because it is supposed to be a stormy, snowy night. The father is afraid the mother might get lost without the lantern light to guide her. Lucy goes, but the storm comes up unexpectedly quickly—"before its time"—and Lucy is the one who gets lost.
Her frantic parents search for her everywhere. They look and shout for her all night, but find nothing. At daybreak, the mother notices her daughter's footprints in the snow. The parents follow the prints to a wooden bridge near their cottage. In the middle of the bridge, the footprints stop. As the poem states:
They followed from the snowy bank
Those footmarks, one by one,
Into the middle of the plank;
And further there were none!
Presumably, Lucy fell into the water and perished, but the local folklore has it that the young girl, formerly a solitary child who loved nature, is still alive and living in the wild.